Screenshots related to idea:
Hurst Exponent curling up :
Contracting Historical Volatility Percentile on BTC Futures along with positive drift over a few days:
Clear positive correlation with price and HVP on lower time frames.
The Historical Volatility Percentile is currently contracting, at levels close to 0. Whether we will see it go to 0 and see the indicator flash is not certain, but likely since values of 0 and 100 are the most occurring. Once the value of the Hurst exponent is starting to trend > 0.5, we will see that HVP contraction is complete and expansion has begun.